Which metric is most important to you?

Wow Tony F. that performance is remarkable & very rare - may the force be with you.

 

Personally not a fan of IBKRs risk metrics. I prefer uploading my portfolio into PORT on Bloomberg (I do the same with Refinitiv Eikon and their risk tool as well) and analyzing risk from a factor and active risk standpoint.

However, within IBKR I'd say standard deviation, correlation, and sharpe ratios are you "gross margins" while your risk metrics are max drawdowns, daily VaR (depending on the type of port you are running), and your portfolio covariance (proxy is portfolio beta).

Looking good tho!

 

thanks for that.

 

that is really a good post with good information.